Day Trading Journal - CME & CBOT Futures

#10 1004 MGC short 2 @ 1803.5
1004 close 2 @ 1801.7, +36, flat
#10.2 1006 MGC long 2 @ 1802.1
1007 close 2 @ 1802.7, +12, flat

#11 1011 M6A short 4 @ .7384
1040 close @ .7386, -8, flat

#12 1011 MGC short 2 @ 1803.5
1012 close @ 1802.7, +16, flat

#13 1053 MYM long 2 @ 35086
1110 close @ 35058, -27.5, flat

#14 1127 MYM long 2 @ 35061
1253 close 1 @ 35143, +41, 1 left
1547 close 1 @ 35075, +7, flat

Sep 7, 2021 Tue

Sep 13, 2021 Mon

Paused trading for another three days (Sep 8, 9, and 10).
During the time, I was doing simulation, mainly on examining the entry and exit timing.

Two important changes:
1) Entry signal now is generated by exponential moving average than simple moving average.
This change will make the entry signal more responsive to volatile price movement.
2) Add a trailing stop to exit signal, which would help keep part of profit when the market turns against the open position.

One other exit signal is generated by Heikin-Ashi bar chart - usually for stop loss.
This part needs a further update as it had a serious delay when stop-exit, because the calculation is not real-time.

Will resume trading today.

#1 0237 M6A long 4 @ .7353
0310 close @ .7347, -24

#2 0253 MGC short 2 @ 1790
0320 close @ 1790, 0

#3 0348 MYM short 2 @ 34778
0416 close @ 34787, -9

#4 0356 MGC long 2 @ 1791.2
0416 close @ 1790.5, -14

#5 0419 MYM long 2 @ 34785
0434 close @ 14764, -20.5

#6 0422 MGC short 2 @ 1790.2
0426 close @ 1791.3, -21

#7 0434 MYM short 2 @ 34766
0516 close @34751, +15

#8 0443 MGC long 2 @ 1791.8
0513 close @ 1791.3, -10

#9 0533 MGC short 2 @ 1789.4
0547 close @ 1790.8, -28

#10 0544 MYM long 2 @ 34766
0629 close 1 @ 34815, 1 long left
0630 short 2 @ 34813, 1 short left
0639 close 1 @ 34824, +42.5, flat

#11 0559 MGC long 2 @ 1791.6
0621 close @ 1790.6, -20

#12 0623 MGC short 2 @ 1790.3
0655 close @ 1789.5, +16

#13 0712 MYM short 2 34800
0751 close @ 34797, +3

#14 0828 MYM short 2 @ 34794
0848 close @ 35815, -21

#15 0848 MYM long 2 @ 34827
0919 close @ 34806, -21

#16 0850 MGC short 2 @ 1788.5
0911 close @ 1790.2, -34

#17 0926 MGC long 2 @ 1793
0950 close @ 1791.4, -32

#18 0928 MYM long 2 @ 34861
0933 close @ 34810, -51

#19 0942 MYM short 2 @ 34781
0950 close @ 34827, -46

#20 0952 MYM short 2 @ 34900
#20.2 0956 short 2 @ 34906, 4 short in total
1001 close 2 @ 34840, +66, 2 left
1004 close 2 @ 34824, +76.5


#21 0956 MYM long 2 @ 34896
1001 close @ 34843, -52.5

#22 1004 MGC long 2 @ 1796.9
1041 close @ 1797.8, +18

#23 1004 MGC short 2 @ 1796.9
#23.2 1004 short 2 @ 1797, 4 short in total
1041 close 2 @ 1798, -20, 2 short left
1106 close 2 @ 1796.8, +2, flat

#24 1026 MYM long 2 @ 34848
1030 close @ 34861, +13

#25 1037 MYM long 2 @ 34872
1101 close @ 34882, +10

#26 1038 MYM short 2 @ 34878
1105 close @ 34888, -10

#27 1106 MGC short 2 @ 1796.9
1143 close @ 1797, -2

#28 1114 MYM short 2 @ 34816
1124 close @ 34863, -47

#29 1115 MYM long 2 @ 34815
1125 close @ 34863, +48

#30 1125 MYM short 2 @ 34859
1152 close @ 34846, +13

#31 1133 MYM long 2 @ 34886
1151 close @ 34844, -42

#32 1145 MGC long 2 @ 1797.3
1202 close @ 1796.4, -18